This New Year's Day will be the 20th anniversary of one of the most famous hat-tricks Old Trafford has ever witnessed and it was not scored by Eric Cantona, Ruud van Nistelrooy or Wayne Rooney.

It was scored against Manchester United for Queen's Park Rangers by Dennis Bailey, who is still the last man to score three goals for the opposing team at Old Trafford and finish on the winning team.

His feat was matched 11 years later by none less than Ronaldo – the Brazilian original – who scored three for Real Madrid in the Champions League at Old Trafford but ended up on the losing side on the night. United won the game 4-3 after a memorable substitute's performance from David Beckham, although the Spanish team eliminated them 6-5 on aggregate. Two decades on, Bailey's achievement – a hat-trick at Old Trafford for the winning team – has still not been matched.

Tomorrow, United visit a rejuvenated QPR at Loftus Road for the first league game between the two clubs since 1996. From that day 20 years ago Ryan Giggs, Sir Alex Ferguson and Ferguson's assistant Mike Phelan, who was replaced at half-time by an 18-year-old Giggs, remain at the club. So too Brian McClair, United's goalscorer that day and now the club's academy director. As for Bailey, now 46, who played for 19 different professional and non-league clubs and retired only five years ago, that 4-1 win for QPR is still the occasion most people remember him for.

Sitting opposite QPR's most famous hat-trick hero yesterday at his church in Solihull you could not help but be struck by how young and strong he still looks – only the grey flecks in his beard give away his age. He still plays for the Christian Renewal Centre team in the West Midlands Christian league – "don't let the Christian part fool you, it's very competitive" – and is too modest to tell the youngsters he coaches that he once scored three at Old Trafford.

From Brixton, south London, originally he talked Watford into giving him a trial as a teenager, and was already on his seventh club when he became Gerry Francis's first signing at QPR. He scored against Arsenal at Highbury on the first day of the 1991-1992 season and recalls that when QPR went to Old Trafford on New Year's Day 1992, the day after Ferguson's 50th birthday, they were in good form.

The first QPR goal came within two minutes of the start from Andy Sinton and then Bailey scored his first three minutes later, holding off Clayton Blackmore to run on goal. "Peter Schmeichel got a hand to the shot but he couldn't quite stop it," he recalls. "We were 2-0 up and we were dreaming. That stunned the crowd and from then on we had to be on our mettle."

QPR went in at half-time 2-0 up and Ferguson brought on Giggs. "He had won Player of the Month so we were pleased he was sub when we saw the team sheet. Soon after, we got the third. I got the through ball, outpaced Steve Bruce and as Schmeichel came out I chipped it over his body. That really gave us a buffer. Then you sensed the crowd turning against United. McClair pulled one back with eight minutes to go.

"My last goal came when United were attacking full-out and we broke away. Sinton broke in his own half, ran the length of the field. He had two players on him and I was running on the right hand side, him on the left. I was screaming for it. He ignored me, drew the two players across, had a shot. Schmeichel got a hand to it, the ball hit the post and I had an open goal. I got a tap-in. I looked to see if I was offside. I was in shock for a minute."

It was after the game that Bailey made a further impression on Ferguson to the extent that he merited a whole paragraph in the United manager's best-selling autobiography of 1999, Managing, My Life. Writing seven years later, Ferguson recalled that "Bailey did push his luck a little when he danced into our dressing room full of the joys wanting our players to sign the match ball."

It is a memory that stirs a laugh and a wince from Bailey. He has brought the match ball with him, an Adidas Etrusco Unico, the 1990 World Cup finals ball, for the photographer's benefit but it is signed only by his QPR team-mates.

"I didn't get it signed by the United players. I'll tell you the story why. It was probably down to my naivety. I was a young player, I had done the TV interviews, just come off the pitch beaming and gone into the away dressing room. All my team-mates were jumping up and down and congratulating me. They were saying 'Go on, get it signed'."

Were the more experienced likes of Ray Wilkins setting him up? "I don't know to this day! It made sense at the time. So I took the ball and went in to the United dressing room, big grin on my face and asked 'Can you sign my ball, please?' All the United players were sitting down in silence. Brucey looked up at me and just put his head down again. I was stood up there and it seemed like ages. It was probably only 10 seconds. I said again 'Can you sign my ball, please?' No one said a word.

"I thought 'They aren't going to sign it, I'll walk out'. What I didn't know was that Ferguson was behind me. I hadn't seen him when I opened the door. He had been giving them the hairdryer treatment and I had come bursting in with a big grin on my face and interrupted him. It was a shame from my point of view but I didn't realise what Ferguson had been doing. Now I think about the expressions on their faces and it makes sense. It was the wrong time."

Bailey's hat-trick feels like it belongs to a different era. United were in their 24th season without the league title. The game was shown live on ITV, one of the broadcaster's last live top-flight English football matches. The 5pm kick-off on New Year's Day contributed to the drama: the nation was watching and expected United to win. Most striking is the attendance at Old Trafford that day. It was just 38,554, a world away from the 75,800-capacity stadium built on the back of Ferguson's success over the next two decades.

In the following days and weeks, Bailey received congratulatory letters from grateful Leeds United fans, whose team would go on to pip Ferguson's side to the title. But this was also an excellent QPR team who would finish fifth the next season – the first Premier League season – the highest of any London club.

Twenty years on, Bailey is a lovely man, whose Christian faith has been important to him over the years. Ferguson recalls in his autobiography that the QPR forward thanked God for his hat-trick, adding, "I don't blame him, hat-tricks by opposing players are rare enough." Bailey had been taken to church as a child but only when he was 18 did he reimmerse himself in his faith.

In the macho, occasionally narrow-minded world of 1980s and 1990s football that did lead to some bizarre reactions from managers and team-mates. "When I signed for Crystal Palace I remember Steve Coppell saying to me, 'I know you are a Christian but I don't want you Bible-bashing my players,'" he recalls. "Palace had strong characters like Jim Cannon and Ian Wright at the time and I remember thinking to myself, 'There was no way on earth I'd be preaching to them anyway!'"

The congregation at his church includes the former Portsmouth and West Bromwich defender Darren Moore, currently at Burton Albion, and Derek Jefferson, formerly of Ipswich Town and Wolverhampton Wanderers, with whom Bailey works coaching children in schools and on housing estates with Jefferson's company Sports Pursuits.

In a career that took him all over the West Midlands, London and parts of the South and South-west, Bailey says that there are a few clubs who do not just remember him for his Old Trafford hat-trick. At Birmingham City he won the Leyland Daf trophy in 1991. At Gillingham he is remembered for his part in Tony Pulis's 1995-1996 promotion-winning team. At Cheltenham Town he won promotion to the Football League in 1999.

It is interesting to hear the reaction of some of the young people he works with today who, naturally, make the assumption that a hat-trick at Old Trafford brings with it great financial rewards. "I don't have to tell the kids I deal with [about the hat-trick], word gets around," he says. "Most of them are 13, 14 and they like Manchester United. When they know a bit more about my history they are like, 'No, that's not him'. Because they look at me as a normal person. I haven't got the big car!

"We have a good laugh. They take the mick and ask me, 'Where's all your money? Where's your Ferrari?' They are good kids. I say to them that they have to work hard no matter what they do. Whether it is at football or at school. What you put in is what you get out. There's no secret formula. It's just hard work."